NYMEX Natural Gas Future July 2009
Trading Metrics calculated at close of trading on 23-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
8.264 |
8.400 |
0.136 |
1.6% |
8.220 |
High |
8.488 |
8.598 |
0.110 |
1.3% |
8.582 |
Low |
8.260 |
8.400 |
0.140 |
1.7% |
7.960 |
Close |
8.449 |
8.518 |
0.069 |
0.8% |
8.374 |
Range |
0.228 |
0.198 |
-0.030 |
-13.2% |
0.622 |
ATR |
0.254 |
0.250 |
-0.004 |
-1.6% |
0.000 |
Volume |
250 |
256 |
6 |
2.4% |
3,358 |
|
Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.099 |
9.007 |
8.627 |
|
R3 |
8.901 |
8.809 |
8.572 |
|
R2 |
8.703 |
8.703 |
8.554 |
|
R1 |
8.611 |
8.611 |
8.536 |
8.657 |
PP |
8.505 |
8.505 |
8.505 |
8.529 |
S1 |
8.413 |
8.413 |
8.500 |
8.459 |
S2 |
8.307 |
8.307 |
8.482 |
|
S3 |
8.109 |
8.215 |
8.464 |
|
S4 |
7.911 |
8.017 |
8.409 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.171 |
9.895 |
8.716 |
|
R3 |
9.549 |
9.273 |
8.545 |
|
R2 |
8.927 |
8.927 |
8.488 |
|
R1 |
8.651 |
8.651 |
8.431 |
8.789 |
PP |
8.305 |
8.305 |
8.305 |
8.375 |
S1 |
8.029 |
8.029 |
8.317 |
8.167 |
S2 |
7.683 |
7.683 |
8.260 |
|
S3 |
7.061 |
7.407 |
8.203 |
|
S4 |
6.439 |
6.785 |
8.032 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.598 |
8.210 |
0.388 |
4.6% |
0.247 |
2.9% |
79% |
True |
False |
608 |
10 |
8.598 |
7.960 |
0.638 |
7.5% |
0.226 |
2.6% |
87% |
True |
False |
544 |
20 |
9.240 |
7.960 |
1.280 |
15.0% |
0.235 |
2.8% |
44% |
False |
False |
534 |
40 |
9.739 |
7.960 |
1.779 |
20.9% |
0.219 |
2.6% |
31% |
False |
False |
475 |
60 |
11.981 |
7.960 |
4.021 |
47.2% |
0.236 |
2.8% |
14% |
False |
False |
455 |
80 |
11.981 |
7.960 |
4.021 |
47.2% |
0.202 |
2.4% |
14% |
False |
False |
458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.440 |
2.618 |
9.116 |
1.618 |
8.918 |
1.000 |
8.796 |
0.618 |
8.720 |
HIGH |
8.598 |
0.618 |
8.522 |
0.500 |
8.499 |
0.382 |
8.476 |
LOW |
8.400 |
0.618 |
8.278 |
1.000 |
8.202 |
1.618 |
8.080 |
2.618 |
7.882 |
4.250 |
7.559 |
|
|
Fisher Pivots for day following 23-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
8.512 |
8.488 |
PP |
8.505 |
8.459 |
S1 |
8.499 |
8.429 |
|